+85.4%
KEY vs AU
+793.6%
-708.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | +2.2% | -3.6% | +5.8% | +2.4% |
| 30D | -3.0% | +23.9% | -26.9% | -4.5% |
| 3M | +3.3% | +19.1% | -15.7% | +1.9% |
| 6M | +9.2% | -0.2% | +9.4% | +8.6% |
| YTD | +10.6% | +32.5% | -21.8% | +7.8% |
| 1Y | +20.4% | +96.9% | -76.5% | +14.0% |
| 3Y | +121.8% | +614.7% | -492.9% | +90.0% |
| 5Y | +41.1% | +647.7% | -606.6% | +18.2% |
| 10Y | +168.5% | +679.2% | -510.7% | +111.5% |
| All | +85.4% | +793.6% | -708.3% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling